自分メモ環境はWinXP Pro

Visual C++ 2010 Express で
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http://msdn.microsoft.com/ja-jp/library/19czdak8.aspx
// text_write.cpp
// compile with: /clr
using namespace System;
using namespace System::IO;

int main()
{
   String^ fileName = "textfile.txt";

   StreamWriter^ sw = gcnew StreamWriter(fileName);
   sw->WriteLine("A text file is born!");
   sw->Write("You can use WriteLine");
   sw->WriteLine("...or just Write");
   sw->WriteLine("and do {0} output too.", "formatted");
   sw->WriteLine("You can also send non-text objects:");
   sw->WriteLine(DateTime::Now);
   sw->Close();
   Console::WriteLine("a new file ('{0}') has been written", fileName);

   return 0;
}
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の様にテキストファイルを保存した場合の保存先は
 C:\Documents and Settings\Administrator\My Documents\Visual Studio 2010\Projects\TEST\TEST
Administratorの部分は自分のユーザー名で
TESTの部分は両方ともプロジェクト名です。